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208 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 54, NO. 2, FEBRUARY 2009 Joint Strategy Fictitious Play With
 

Summary: 208 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 54, NO. 2, FEBRUARY 2009
Joint Strategy Fictitious Play With
Inertia for Potential Games
Jason R. Marden, Gürdal Arslan, and Jeff S. Shamma
Abstract--We consider multi-player repeated games involving a
large number of players with large strategy spaces and enmeshed
utility structures. In these "large-scale" games, players are inher-
ently faced with limitations in both their observational and com-
putational capabilities. Accordingly, players in large-scale games
need to make their decisions using algorithms that accommodate
limitations in information gathering and processing. This disquali-
fies some of the well known decision making models such as "Ficti-
tious Play" (FP), in which each player must monitor the individual
actions of every other player and must optimize over a high dimen-
sional probability space. We will show that Joint Strategy Fictitious
Play (JSFP), a close variant of FP, alleviates both the informational
and computational burden of FP. Furthermore, we introduce JSFP
with inertia, i.e., a probabilistic reluctance to change strategies, and
establish the convergence to a pure Nash equilibrium in all general-
ized ordinal potential games in both cases of averaged or exponen-

  

Source: Arslan, Gürdal - Department of Electrical Engineering, University of Hawai'i at Manoa

 

Collections: Engineering